Murrell, who is married to Nicola Sturgeon, who herself resigned as First Minister in February, was chief executive of the SNP from 1999 until a couple of weeks ago when he resigned over a row around membership numbers.

Mr Salmond, who leads the Alba Party, was leader of the SNP between 2004 and 2014 while Murrell was chief executive.

Murrell was arrested on Wednesday morning in connection with a police investigation into the alleged ‘missing £600,000’ within the SNP’s finances, which was donated by supporters to support an independence campaign.

Alex Salmond was asked about the arrest of Peter Murrell

Walking into the BBC building in Edinburgh, Mr Salmond said: “As you point out, it is a very live police investigation, so I couldn’t really comment on the specifics.

"I led the SNP for a long time. I’m very sad about what’s happening to it and indeed what it has become. But you should remember the cause for independence and the case for it has never been stronger and that is what myself and Alba are concentrating on and putting forward.”

Peter Murrell arrested: Alex Salmond says SNP situation 'very sad' as former first minister reacts to former party chief executive's arrest